+1,335.0%
FERG vs PSA
+593.6%
+741.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -11.5% | -8.2% | -3.3% | -10.3% |
| 3M | +1.3% | -2.1% | +3.4% | +1.6% |
| 6M | -1.0% | -0.2% | -0.8% | -1.0% |
| YTD | +3.2% | +18.5% | -15.3% | +0.6% |
| 1Y | -3.0% | +6.6% | -9.5% | -4.0% |
| 3Y | +55.0% | +24.5% | +30.6% | +49.7% |
| 5Y | +72.6% | +13.6% | +59.1% | +68.1% |
| 10Y | +358.9% | +102.0% | +257.0% | +334.5% |
| All | +1,335.0% | +593.6% | +741.4% | +1,306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling